CME Pit-Traded Corn Future December 2012
Trading Metrics calculated at close of trading on 11-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
721-4 |
728-4 |
7-0 |
1.0% |
757-0 |
High |
728-0 |
728-4 |
0-4 |
0.1% |
757-2 |
Low |
721-4 |
720-6 |
-0-6 |
-0.1% |
732-6 |
Close |
726-6 |
724-2 |
-2-4 |
-0.3% |
732-6 |
Range |
6-4 |
7-6 |
1-2 |
19.2% |
24-4 |
ATR |
10-5 |
10-3 |
-0-2 |
-1.9% |
0-0 |
Volume |
3,979 |
3,072 |
-907 |
-22.8% |
37,918 |
|
Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
747-6 |
743-6 |
728-4 |
|
R3 |
740-0 |
736-0 |
726-3 |
|
R2 |
732-2 |
732-2 |
725-5 |
|
R1 |
728-2 |
728-2 |
725-0 |
726-3 |
PP |
724-4 |
724-4 |
724-4 |
723-4 |
S1 |
720-4 |
720-4 |
723-4 |
718-5 |
S2 |
716-6 |
716-6 |
722-7 |
|
S3 |
709-0 |
712-6 |
722-1 |
|
S4 |
701-2 |
705-0 |
720-0 |
|
|
Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
814-3 |
798-1 |
746-2 |
|
R3 |
789-7 |
773-5 |
739-4 |
|
R2 |
765-3 |
765-3 |
737-2 |
|
R1 |
749-1 |
749-1 |
735-0 |
745-0 |
PP |
740-7 |
740-7 |
740-7 |
738-7 |
S1 |
724-5 |
724-5 |
730-4 |
720-4 |
S2 |
716-3 |
716-3 |
728-2 |
|
S3 |
691-7 |
700-1 |
726-0 |
|
S4 |
667-3 |
675-5 |
719-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
753-4 |
720-6 |
32-6 |
4.5% |
5-3 |
0.7% |
11% |
False |
True |
4,787 |
10 |
762-6 |
720-6 |
42-0 |
5.8% |
6-6 |
0.9% |
8% |
False |
True |
32,962 |
20 |
762-6 |
710-4 |
52-2 |
7.2% |
8-0 |
1.1% |
26% |
False |
False |
86,966 |
40 |
769-0 |
710-4 |
58-4 |
8.1% |
8-6 |
1.2% |
24% |
False |
False |
115,983 |
60 |
776-0 |
710-0 |
66-0 |
9.1% |
10-3 |
1.4% |
22% |
False |
False |
125,572 |
80 |
840-0 |
710-0 |
130-0 |
17.9% |
11-0 |
1.5% |
11% |
False |
False |
129,975 |
100 |
840-0 |
710-0 |
130-0 |
17.9% |
11-5 |
1.6% |
11% |
False |
False |
136,128 |
120 |
840-0 |
554-0 |
286-0 |
39.5% |
12-5 |
1.7% |
60% |
False |
False |
146,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
761-4 |
2.618 |
748-6 |
1.618 |
741-0 |
1.000 |
736-2 |
0.618 |
733-2 |
HIGH |
728-4 |
0.618 |
725-4 |
0.500 |
724-5 |
0.382 |
723-6 |
LOW |
720-6 |
0.618 |
716-0 |
1.000 |
713-0 |
1.618 |
708-2 |
2.618 |
700-4 |
4.250 |
687-6 |
|
|
Fisher Pivots for day following 11-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
724-5 |
731-3 |
PP |
724-4 |
729-0 |
S1 |
724-3 |
726-5 |
|